Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93381.7676 | 76506.8245 | 16874.9431 | 125339.442 | 99245.132 | 26094.3099 |
Total P&L (%) | 93.3818 | 76.5068 | 16.8749 | 125.3394 | 99.2451 | 26.0943 |
Avg Daily Profit (%) | 1.0757 | 0.8813 | 0.1944 | 0.9403 | 0.7973 | 0.2674 |
Buy And Hold Return (%) | 46.0777 | 46.0777 | 46.0777 | 46.0777 | 46.0777 | 46.0777 |
Max Trade Drawdown | -17778 | -14780 | -10555 | -29759 | -24032 | -17156 |
Profit Factor | 1.8271 | 2.1868 | 1.3484 | 1.6695 | 1.9405 | 1.3194 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 55.3571 | 51.7857 | 58.9286 | 55.3571 | 51.7857 | 58.9286 |
Ratio Avg Win / Avg Loss | 1.4734 | 2.0359 | 0.9398 | 1.3464 | 1.8067 | 0.9196 |
Largest Winning Trade | 25959 | 25959 | 7054 | 35301 | 35301 | 10837 |
Largest Losing Trade | -7454 | -7454 | -6616 | -16232 | -12635 | -16232 |
Avg Bars in Trades | 216 | 245 | 187 | 216 | 245 | 187 |
Avg Bars in Winners | 255 | 316 | 202 | 255 | 316 | 202 |
Avg Bars in Losers | 167 | 168 | 167 | 167 | 168 | 167 |
Bars Traded | 24246 | 13728 | 10518 | 24246 | 13728 | 10518 |
Profit Streak | 0 | 0 | 5.7967 | 0 | 0 | 5.7967 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 276407 | -173943 | -339635 | 381884 | -171222 | -339188 |
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{ "first_band": { "type": "ema", "factors": { "length": 97, "offset": 223 } }, "second_band": { "type": "alma", "factors": { "length": 164, "offset": 0 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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